I ordered this Strobe Stuff Think Tank case based on Wayne's recommendation and because it fit what I was looking for. I wanted a case with good protection that I could toss in my backpack that would also fit the mic, key, and possibly even a length of wire.
Here is a good pic of the KX3, mic, and key partially stuffed in the case:
And here is one with it zipped up, ready to go:
The bottom of the case contains a rain cover. If you're going to carry the radio in the case exposed, this rain cover is a nice touch. However, if you are going to transport the rig in your car, backpack, or just don't need the extra moisture protection, this compartment is large enough to store quite a bit of small gauge wire:
If you want to carry the radio in the case on your belt or other strap, the back of the case has a velcro adustable belt loop:
All things considered, the $45 I spent on this case for the KX3 was well worth it. If you tried to design the perfect soft case for the rig, this is what you would come up with.